Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYLBX (Guggenheim L/S Commodities Strategy A) | NA | 9.63% | -14.90% | -6.98% | NA | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 06/26/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYLBX (Guggenheim L/S Commodities Strategy A) | 06/26/2009 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.63 | -14.90 | -6.98 | NA | NA | NA | … | … | 6.20 | -18.55 | -26.66 | -1.83 | 15.50 | -3.45 |
| Sharpe Ratio | NA | 2.00 | -1.29 | -0.47 | NA | NA | NA | … | … | 1.53 | -1.55 | -1.84 | -0.10 | 0.85 | -0.44 |
| Standard Deviation(%) | NA | 4.82 | 11.66 | 14.93 | NA | NA | NA | … | … | 4.55 | 12.02 | 14.65 | 18.49 | 18.15 | 15.04 |
| Draw Down(%) | NA | 4.25 | 47.43 | 50.48 | NA | NA | NA | … | … | 2.79 | 22.33 | 34.88 | 17.75 | 18.56 | 12.65 |
| Yield(%) | 0.00 | 0.00 | 1.70 | 2.64 | 1.31 | 0.88 | 0.66 | … | … | 0.00 | 0.00 | 0.00 | 5.20 | 7.96 | 0.00 |
Data as of 11/20/2014, Common starting date is 06/26/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLBX (Guggenheim L/S Commodities Strategy A) |
-18.26%
Apr 2011 – Apr 2014 |
-7.55%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYLBX (Guggenheim L/S Commodities Strategy A) |
-0.28%
Jul 2009 – Jul 2012 |
-6.49%
Oct 2009 – Oct 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart